Linear Systems
Matrix Inversion
General matrix inversion
Linear Equations with Full Matrices
Systems involving general matrices
LU factorization of general matrices
Systems involving symmetric positive definite matrices
Factorization of symmetric positive definite matrices
Linear Least Squares with Full Matrices
Least-squares solution
Least-squares factorization
Singular Value Decomposition (SVD) and generalized inverse
Solve and generalized inverse for positive semidefinite matrices
Factor and generalized inverse for positive semidefinite matrices
Solves a linear least-squares problem with linear constraints.
Sparse Matrices
Solve a sparse system of linear equations Ax = b.
Compute an LU factorization of a sparse matrix stored in either coordinate format or CSC format.
Solve a general band system of linear equations Ax = b.
Compute the LU factorization of a matrix stored in band storage mode.
Solve a sparse symmetric positive definite system of linear equations Ax = b.
Solve a sparse symmetric positive definite system of linear equations Ax = b.
Solve a symmetric positive definite system of linear equations Ax = b in band symmetric storage mode.
Compute the RTR Cholesky factorization of symmetric positive definite matrix, A, in band symmetric storage mode.
Solve a linear system Ax = b using the restarted generalized minimum residual (GMRES) method.
Solve a real symmetric definite linear system using a conjugate gradient method. Using keywords, a preconditioner can be supplied.
Compute a matrix-vector product involving sparse matrix and a dense vector.